Optimal Search and One-Way Trading Online Algorithms
نویسندگان
چکیده
منابع مشابه
Competitive Algorithms for Unbounded One-Way Trading
In the one-way trading problem, a seller has some product to be sold to a sequence σ of buyers u1, u2, . . . , uσ arriving online and he needs to decide, for each ui, the amount of product to be sold to ui at the then-prevailing market price pi. The objective is to maximize the seller’s revenue. We note that most previous algorithms for the problem need to impose some artificial upper bound M a...
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We consider a two-way trading problem, where investors buy and sell a stock whose price moves within a certain range. Naturally they want to maximize their profit. Investors can perform up to k trades, where each trade must involve the full amount. We give optimal algorithms for three different models which differ in the knowledge of how the price fluctuates. In the first model, there are globa...
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Consider a trader who exchanges one dollar into yen and assume that the exchange rate fluctuates within the interval [m,M ]. The game ends without advance notice, then the trader is forced to exchange all the remaining dollars at the minimum rate m. El-Yaniv et al. presented the optimal worst-case threat-based strategy for this game [EFKT01]. In this paper, under the assumption that the distrib...
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One-way trading is a basic online problem in finance. Since its optimal solution is given by a simple formula (however with difficult analysis), the problem is attractive as a target to which other distributed computing problems can be transformed. However, there are still natural distributed computing problems that do not fit in the known variants of one-way trading. We present some new models...
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ژورنال
عنوان ژورنال: Algorithmica
سال: 2001
ISSN: 0178-4617,1432-0541
DOI: 10.1007/s00453-001-0003-0